Discrete-time Markov decision processes with first passage models

MaRDI QIDQ2915945zbMATH OpenFDO

Authors Qiuli Liu

Publication date 5 October 2012

Published in Acta Mathematicae Applicatae Sinica (Search for Journal in Brave)

zbMATH Keywords

first passage timerisk probabilitytarget set

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40)

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Cited in

(11)

• First passage risk probability minimization for piecewise deterministic Markov decision processes
• The first arrival model of continuous time Markovian decision programming -- the discounted rate is 0
• Optimal risk probability for first passage models in semi-Markov decision processes
• First passage models for denumerable semi-Markov decision processes with nonnegative discounted costs
• On stochastic optimality of policies in first passage problems
• First passage problems for nonstationary discrete-time stochastic control systems
• Analysis for some properties of discrete time Markov decision processes
• scientific article; zbMATH DE number 1519423 (Why is no real title available?)
• Finite approximation of the first passage models for discrete-time Markov decision processes with varying discount factors
• First passage risk probability optimality for continuous time Markov decision processes.
• Markov decision processes with distribution function criterion of first-passage time

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